TABLE B-6 COLLECTIVE INVESTMENT FUNDS 15 LARGEST FIXED INCOME FUNDS BY ASSET SIZE DECEMBER 31, 2000 FUND TOTAL ASSETS TOTAL SEQ NAME OF INSTITUTION FUND NAME CLASSIFICATION (THOUS. OF $) ACCOUNT 1 Morgan Guaranty Trust Company of New COMMINGLED FUND-PUBLIC BOND FUND 02 EMPLOYEE BENEFIT 17,064,184 149 NEW YORK CITY, NY 2 The Northern Trust Company SHORT-TERM EXTENDABLE PORTFOLIO 02 EMPLOYEE BENEFIT 7,779,942 69 CHICAGO, IL 3 Morgan Guaranty Trust Company of New COMMINGLED FUND-RESEARCH ENHANCED INDEX 02 EMPLOYEE BENEFIT 5,771,236 55 NEW YORK CITY, NY 4 Fidelity Management Trust Company MANAGED INCOME PORTFOLIO 02 EMPLOYEE BENEFIT 4,323,866 2,455 BOSTON, MA 5 Mellon Bank, National Association EB MCM AGGREGATE BOND INDEX FUND 02 EMPLOYEE BENEFIT 4,291,705 35 PITTSBURGH, PA 6 State Street Bank and Trust Company STABLE FIXED INCOME FUND 02 EMPLOYEE BENEFIT 4,118,872 58 BOSTON, MA 7 Fidelity Management Trust Company MANAGED INCOME PORTFOLIO II 02 EMPLOYEE BENEFIT 4,055,530 171 BOSTON, MA 8 State Street Bank and Trust Company DAILY BOND MARKET FUND 02 EMPLOYEE BENEFIT 3,977,803 63 BOSTON, MA 9 Wells Fargo Bank Minnesota, Nationa STABLE RETURN FUND 02 EMPLOYEE BENEFIT 3,393,789 1,406 MINNEAPOLIS, MN 10 Mellon Bank, National Association EB ENHANCED COLLATERAL 02 EMPLOYEE BENEFIT 2,902,715 10 PITTSBURGH, PA 11 Amvescap National Trust Company STABLE VALUE FUND 02 EMPLOYEE BENEFIT 2,583,899 588 ATLANTA, GA 12 Putnam Fiduciary Trust Company STABLE VALUE FUND 02 EMPLOYEE BENEFIT 2,529,796 741 BOSTON, MA 13 State Street Bank and Trust Company YIELD ENHANCED STIF 02 EMPLOYEE BENEFIT 2,283,232 105 BOSTON, MA 14 UAM Trust Company DWIGHT TARGET 2 FUND 02 EMPLOYEE BENEFIT 2,078,815 26 BALTIMORE, MD 15 Morgan Guaranty Trust Company of New COMMINGLED FUND-MANAGED BOND FUND 02 EMPLOYEE BENEFIT 1,882,102 55 NEW YORK CITY, NY